activity
20072018
most citedKilled Brownian motion with a prescribed lifetime distribution and models of default

9 citations · 14 across the 5 of their papers we have counts for

collaborators

6 papers

math.PR2018

The Inverse First Passage Time Problem for killed Brownian motion

Boris Ettinger, Alexandru Hening, Tak Kwong Wong

The classical inverse first passage time problem asks whether, for a Brownian motion and a positive random variable , there exists a barrier $b:\mathbb{R}_+\to…

math.AP2016★ 2 cited

A sharp counterexample to local existence of low regularity solutions to Einstein's equations in wave coordinates

Boris Ettinger, Hans Lindblad

We are concerned with how regular initial data have to be to ensure local existence for Einstein's equations in wave coordinates. Klainerman-Rodnianski and Smith-Tataru showed that…

q-fin.RM2011★ 9 cited

Killed Brownian motion with a prescribed lifetime distribution and models of default

Boris Ettinger, Steven N. Evans, Alexandru Hening

The inverse first passage time problem asks whether, for a Brownian motion and a nonnegative random variable , there exists a time-varying barrier such that $\mathbb{P}\…

math.AP2010

Well-posedness of the equation for the three-form field in the eleven dimensional supergravity

Boris Ettinger

We analyze the equations for the three-form field - a system of semi-linear gauge-invariant wave equations which arises in the theory of eleven dimensional supergravity. We prove t…

math.AP2008★ 3 cited

Global Existence and Uniqueness of Weak Solutions of 3-D Euler Equations with Helical Symmetry in the Absence of Vorticity Stretching

Boris Ettinger, Edriss S. Titi

We prove uniqueness and existence of the weak solutions of Euler equations with helical symmetry, with initial vorticity in under "no vorticity stretching" geometric c…

math.CA2007

Linear versus Non-linear Acquisition of Step-Functions

Boris Ettinger, Niv Sarig, Yosef Yomdin

We address in this paper the following two closely related problems: 1. How to represent functions with singularities (up to a prescribed accuracy) in a compact way? 2. How to reco…